Detection of correlation characteristics between financial time series based on multi-resolution analysis

Xiang-Xin Wang, Ling-yu Xu, Jie Yu, Huai-Yu Xu, Xuan Yu. Detection of correlation characteristics between financial time series based on multi-resolution analysis. AI in Engineering, 42, 2019. [doi]

Authors

Xiang-Xin Wang

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Ling-yu Xu

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Jie Yu

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Huai-Yu Xu

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Xuan Yu

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